-7.8%
MP vs FSLR
+72.0%
-79.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.7% | -6.2% |
| 7D | -19.0% | +10.7% | -29.6% | -21.8% |
| 30D | -30.5% | +8.9% | -39.4% | -32.5% |
| 3M | -29.6% | -17.3% | -12.2% | -25.7% |
| 6M | -50.4% | -10.8% | -39.7% | -48.9% |
| YTD | -33.2% | -25.1% | -8.2% | -28.5% |
| 1Y | -38.6% | -29.4% | -9.1% | -33.0% |
| 3Y | +105.5% | +28.8% | +76.6% | +60.5% |
| 5Y | -7.8% | +68.3% | -76.1% | -45.7% |
| All | -7.8% | +72.0% | -79.9% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling